Media type: E-Book Title: Tests for random coefficient variation in vector autoregressive models Contributor: Amengual, Dante [VerfasserIn]; Fiorentini, Gabriele [VerfasserIn]; Sentana, Enrique [VerfasserIn] imprint: [Waterloo, Ontario]: Rimini Centre for Economic Analysis, [2021] Published in: Working papers ; 2021,21 Extent: 1 Online-Ressource (circa 38 Seiten); Illustrationen Language: English Keywords: GDP ; GDI ; Hessian matrix ; Information matrix test ; Outer product of the score ; Graue Literatur Origination: Footnote: Access State: Open Access